S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1990
Day Change Summary
Previous Current
20-Nov-1990 21-Nov-1990 Change Change % Previous Week
Open 319.34 315.31 -4.03 -1.3% 313.74
High 319.34 316.15 -3.19 -1.0% 321.70
Low 315.31 312.42 -2.89 -0.9% 313.73
Close 315.31 316.03 0.72 0.2% 317.12
Range 4.03 3.73 -0.30 -7.4% 7.97
ATR 4.67 4.60 -0.07 -1.4% 0.00
Volume
Daily Pivots for day following 21-Nov-1990
Classic Woodie Camarilla DeMark
R4 326.06 324.77 318.08
R3 322.33 321.04 317.06
R2 318.60 318.60 316.71
R1 317.31 317.31 316.37 317.96
PP 314.87 314.87 314.87 315.19
S1 313.58 313.58 315.69 314.23
S2 311.14 311.14 315.35
S3 307.41 309.85 315.00
S4 303.68 306.12 313.98
Weekly Pivots for week ending 16-Nov-1990
Classic Woodie Camarilla DeMark
R4 341.43 337.24 321.50
R3 333.46 329.27 319.31
R2 325.49 325.49 318.58
R1 321.30 321.30 317.85 323.40
PP 317.52 317.52 317.52 318.56
S1 313.33 313.33 316.39 315.43
S2 309.55 309.55 315.66
S3 301.58 305.36 314.93
S4 293.61 297.39 312.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320.40 312.42 7.98 2.5% 3.62 1.1% 45% False True
10 321.70 305.03 16.67 5.3% 4.17 1.3% 66% False False
20 321.70 299.44 22.26 7.0% 4.46 1.4% 75% False False
40 321.70 294.51 27.19 8.6% 5.47 1.7% 79% False False
60 326.53 294.51 32.02 10.1% 5.19 1.6% 67% False False
80 357.35 294.51 62.84 19.9% 5.54 1.8% 34% False False
100 369.78 294.51 75.27 23.8% 5.27 1.7% 29% False False
120 369.78 294.51 75.27 23.8% 5.03 1.6% 29% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 332.00
2.618 325.92
1.618 322.19
1.000 319.88
0.618 318.46
HIGH 316.15
0.618 314.73
0.500 314.29
0.382 313.84
LOW 312.42
0.618 310.11
1.000 308.69
1.618 306.38
2.618 302.65
4.250 296.57
Fisher Pivots for day following 21-Nov-1990
Pivot 1 day 3 day
R1 315.45 315.99
PP 314.87 315.95
S1 314.29 315.91

These figures are updated between 7pm and 10pm EST after a trading day.

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